Cloud generator addon unable to create mesh?
The Convert button will only appear if you use the particle system to create duplicates of other objects or when creating hair. To create duplicate objects, under Render in the particle settings, change from Halo to either Object or Group (the latter can be used to duplicate several objects with a single particle system). In the image below, I've created 1000 duplicates of an icosphere.



To generate hair, change Type from Emitter to Hair in the particle settings. Since hair is probably not what you need here, I'm only mentioning it for completeness, and further explanation of it is a topic for a different question.